+2,498.9%
MAR vs RVTY
+1,157.5%
+1,341.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.2% | +1.1% | -5.3% | -4.5% |
| 30D | -6.7% | +13.2% | -19.9% | -10.2% |
| 3M | -12.5% | +27.2% | -39.7% | -19.2% |
| 6M | +0.6% | +32.4% | -31.8% | -8.7% |
| YTD | +9.1% | +34.9% | -25.8% | -1.8% |
| 1Y | +26.2% | +52.4% | -26.2% | +9.0% |
| 3Y | +68.2% | +12.3% | +55.9% | +55.0% |
| 5Y | +163.9% | -30.8% | +194.7% | +175.5% |
| 10Y | +420.6% | +150.7% | +269.9% | +262.0% |
| All | +2,498.9% | +1,157.5% | +1,341.5% | +989.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling